Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-1999 |
02-Sep-1999 |
Change |
Change % |
Previous Week |
Open |
2,396.87 |
2,404.94 |
8.07 |
0.3% |
2,315.05 |
High |
2,433.45 |
2,407.49 |
-25.96 |
-1.1% |
2,467.46 |
Low |
2,390.02 |
2,356.40 |
-33.62 |
-1.4% |
2,315.07 |
Close |
2,404.94 |
2,392.60 |
-12.34 |
-0.5% |
2,402.57 |
Range |
43.43 |
51.09 |
7.66 |
17.6% |
152.39 |
ATR |
56.72 |
56.32 |
-0.40 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,538.77 |
2,516.77 |
2,420.70 |
|
R3 |
2,487.68 |
2,465.68 |
2,406.65 |
|
R2 |
2,436.59 |
2,436.59 |
2,401.97 |
|
R1 |
2,414.59 |
2,414.59 |
2,397.28 |
2,400.05 |
PP |
2,385.50 |
2,385.50 |
2,385.50 |
2,378.22 |
S1 |
2,363.50 |
2,363.50 |
2,387.92 |
2,348.96 |
S2 |
2,334.41 |
2,334.41 |
2,383.23 |
|
S3 |
2,283.32 |
2,312.41 |
2,378.55 |
|
S4 |
2,232.23 |
2,261.32 |
2,364.50 |
|
|
Weekly Pivots for week ending 27-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,852.20 |
2,779.78 |
2,486.38 |
|
R3 |
2,699.81 |
2,627.39 |
2,444.48 |
|
R2 |
2,547.42 |
2,547.42 |
2,430.51 |
|
R1 |
2,475.00 |
2,475.00 |
2,416.54 |
2,511.21 |
PP |
2,395.03 |
2,395.03 |
2,395.03 |
2,413.14 |
S1 |
2,322.61 |
2,322.61 |
2,388.60 |
2,358.82 |
S2 |
2,242.64 |
2,242.64 |
2,374.63 |
|
S3 |
2,090.25 |
2,170.22 |
2,360.66 |
|
S4 |
1,937.86 |
2,017.83 |
2,318.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,438.88 |
2,326.99 |
111.89 |
4.7% |
53.56 |
2.2% |
59% |
False |
False |
|
10 |
2,467.46 |
2,276.20 |
191.26 |
8.0% |
55.60 |
2.3% |
61% |
False |
False |
|
20 |
2,467.46 |
2,120.26 |
347.20 |
14.5% |
55.78 |
2.3% |
78% |
False |
False |
|
40 |
2,468.42 |
2,120.26 |
348.16 |
14.6% |
56.16 |
2.3% |
78% |
False |
False |
|
60 |
2,468.42 |
2,020.38 |
448.04 |
18.7% |
56.94 |
2.4% |
83% |
False |
False |
|
80 |
2,468.42 |
1,960.55 |
507.87 |
21.2% |
58.63 |
2.5% |
85% |
False |
False |
|
100 |
2,468.42 |
1,952.36 |
516.06 |
21.6% |
62.38 |
2.6% |
85% |
False |
False |
|
120 |
2,468.42 |
1,943.92 |
524.50 |
21.9% |
61.24 |
2.6% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,624.62 |
2.618 |
2,541.24 |
1.618 |
2,490.15 |
1.000 |
2,458.58 |
0.618 |
2,439.06 |
HIGH |
2,407.49 |
0.618 |
2,387.97 |
0.500 |
2,381.95 |
0.382 |
2,375.92 |
LOW |
2,356.40 |
0.618 |
2,324.83 |
1.000 |
2,305.31 |
1.618 |
2,273.74 |
2.618 |
2,222.65 |
4.250 |
2,139.27 |
|
|